update ops register

qlib/data/ops.py

@@ -13,7 +13,6 @@ from scipy.stats import percentileofscore
 
 from .base import Expression, ExpressionOps
 from ..log import get_module_logger
-from ..utils import OpsWrapper
 
 try:
     from ._libs.rolling import rolling_slope, rolling_rsquare, rolling_resi
@@ -1386,8 +1385,27 @@ class Cov(PairRolling):
         super(Cov, self).__init__(feature_left, feature_right, N, "cov")
 
 
-Operators = OpsWrapper()
+class OpsWrapper(object):
+    """Ops Wrapper"""
 
+    def __init__(self):
+        self._ops = {}
+
+    def register(self, ops_list):
+        for operator in ops_list:
+            if operator.__name__ in self._ops:
+                get_module_logger(self.__class__.__name__).warning(
+                    "The custom operator [{}] will override the qlib default definition".format(operator.__name__)
+                )
+            self._ops[operator.__name__] = operator
+
+    def __getattr__(self, key):
+        if key not in self._ops:
+            raise AttributeError("The operator [{}] is not registered".format(key))
+        return self._ops[key]
+
+
+Operators = OpsWrapper()
 OpsList = [
     Ref,
     Max,

qlib/utils/__init__.py

@@ -728,23 +728,3 @@ def load_dataset(path_or_obj):
     elif extension == ".csv":
         return pd.read_csv(path_or_obj, parse_dates=True, index_col=[0, 1])
     raise ValueError(f"unsupported file type `{extension}`")
-
-
-#################### Operator Wrapper #####################
-
-
-class OpsWrapper(object):
-    """Ops Wrapper"""
-
-    def __init__(self):
-        self._ops = {}
-
-    def register(self, ops_list):
-
-        for operator in ops_list:
-            self._ops[operator.__name__] = operator
-
-    def __getattr__(self, key):
-        if self._ops is {}:
-            raise AttributeError("Please run qlib.init() first using qlib to register ops")
-        return self._ops[key]

tests/test_register_custom_ops.py

@@ -1,16 +1,18 @@
-#  Copyright (c) Microsoft Corporation.
-#  Licensed under the MIT License.
+# Copyright (c) Microsoft Corporation.
+# Licensed under the MIT License.
 
 import sys
+import unittest
+import numpy as np
+import pandas as pd
 from pathlib import Path
 
 import qlib
-import numpy as np
-import pandas as pd
 from qlib.data import D
 from qlib.data.ops import Operators, ElemOperator, PairOperator
 from qlib.config import REG_CN
 from qlib.utils import exists_qlib_data
+from qlib.tests import TestAutoData
 
 
 class Diff(ElemOperator):
@@ -61,23 +63,20 @@ class Distance(PairOperator):
         series_right = self.feature_right.load(instrument, start_index, end_index, freq)
         return np.abs(series_left - series_right)
 
+class TestRegiterCustomOps(TestAutoData):
+    
+    def test_regiter_custom_ops(self):
+        OpsList = [Diff, Distance]
+        Operators.register(OpsList)
+        instruments = ["SH600000"]
+        fields = ["Diff($close)", "Distance($close, Ref($close, 1))"]
+        print(D.features(instruments, fields, start_time="2010-01-01", end_time="2017-12-31", freq="day"))
+
 
 if __name__ == "__main__":
+    unittest.main(verbosity=10)
 
-    # register custom operators
-    OpsList = [Diff, Distance]
-    Operators.register(OpsList)
-    # use default data
-    provider_uri = "~/.qlib/qlib_data/cn_data"  # target_dir
-    if not exists_qlib_data(provider_uri):
-        print(f"Qlib data is not found in {provider_uri}")
-        sys.path.append(str(Path(__file__).resolve().parent.parent.joinpath("scripts")))
-        from get_data import GetData
-
-        GetData().qlib_data(target_dir=provider_uri, region=REG_CN)
-
-    qlib.init(provider_uri=provider_uri, region=REG_CN)
-
-    instruments = ["SH600000"]
-    fields = ["Diff($close)", "Distance($close, Ref($close, 1))"]
-    print(D.features(instruments, fields, start_time="2010-01-01", end_time="2017-12-31", freq="day"))
+    # User could use following code to run test when using line_profiler
+    # td = TestDataset()
+    # td.setUpClass()
+    # td.testTSDataset()